+44.2%
XLU vs MAR
+154.9%
-110.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -3.3% | -5.4% | +2.1% | -2.6% |
| 3M | -3.2% | -15.5% | +12.3% | -1.0% |
| 6M | -7.0% | +3.0% | -9.9% | -7.6% |
| YTD | +0.6% | +8.5% | -7.9% | -1.0% |
| 1Y | +2.4% | +26.0% | -23.5% | -1.5% |
| 3Y | +46.3% | +68.6% | -22.3% | +33.5% |
| All | +44.2% | +154.9% | -110.7% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling